Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-11 14:54 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.32%

Position sizing

One Unit risks 1% of your portfolio per N of movement. Enter your portfolio size and the Unit (shares) and Unit cost columns below recalculate for your account.

Portfolio size ($)

Risk per Unit: $100 (1% of portfolio) · a full 2N stop-out loses about $200 (2%). Your entry is remembered on this device.

Very quiet stocks can imply a Unit costing more than your whole portfolio — the original Turtles traded futures on margin, where that's possible. In a cash account it isn't, so those rows are capped at the shares you can afford and flagged capped (hover the flag for your actual, sub-2% risk).

System 1 — 20-day breakout

Faster system: enter on a close above the prior 20-day high; exit on a close below the prior 10-day low. "Near" = within ½N of the breakout level.

Showing the top 25 of 107 signals (sorted by distance to breakout).

Symbol	Status	Close	20d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (10d low)
TSCO	Broken out	36.02	34.87	-1	-3.19%	1.15	3.19%	33.72	86	$3,098	29.46
BX	Broken out	145.74	141.71	-0.88	-2.77%	4.59	3.15%	136.56	21	$3,061	125.72
APO	Broken out	139.01	135.37	-0.79	-2.62%	4.63	3.33%	129.75	21	$2,919	116.57
PSX	Broken out	221.31	216.08	-0.79	-2.36%	6.66	3.01%	207.99	15	$3,320	200.31
FAST	Broken out	52.83	52.23	-0.47	-1.13%	1.26	2.39%	50.31	79	$4,173	46.35
MPC	Broken out	330.78	326.92	-0.37	-1.17%	10.48	3.17%	309.82	9	$2,977	290.36
MDT	Broken out	90.18	89.45	-0.33	-0.81%	2.18	2.42%	85.82	45	$4,058	83.84
VEEV	Broken out	238.7	236	-0.33	-1.13%	8.06	3.38%	222.58	12	$2,864	196.67
COP	Broken out	124.32	123.26	-0.32	-0.85%	3.35	2.69%	117.62	29	$3,605	113.21
DXCM	Broken out	89.1	88.18	-0.31	-1.03%	3	3.37%	83.1	33	$2,940	73.24
LDOS	Broken out	142.41	141	-0.3	-0.99%	4.73	3.32%	132.95	21	$2,991	110.28
COO	Broken out	77.11	76.6	-0.28	-0.65%	1.8	2.33%	73.51	55	$4,241	71.07
TGT	Broken out	154.27	153.32	-0.23	-0.62%	4.11	2.66%	146.05	24	$3,702	141.05
UBER	Broken out	78.67	78.1	-0.22	-0.72%	2.6	3.3%	73.47	38	$2,989	66.74
GPC	Broken out	136.56	135.69	-0.21	-0.64%	4.09	3%	128.38	24	$3,277	123.33
SLB	Broken out	53.58	53.23	-0.21	-0.64%	1.68	3.14%	50.22	59	$3,161	48.3
CPAY	Broken out	407.96	405.95	-0.17	-0.49%	11.57	2.84%	384.82	8	$3,264	379.69
A	Broken out	149.46	148.82	-0.16	-0.42%	3.86	2.58%	141.74	25	$3,736	135.78
ETN	Broken out	460.4	457.78	-0.15	-0.57%	17.72	3.85%	424.96	5	$2,302	358.13
HAS	Broken out	97.38	97	-0.15	-0.39%	2.61	2.68%	92.16	38	$3,700	89.1
STE	Broken out	240.25	239.36	-0.14	-0.37%	6.44	2.68%	227.37	15	$3,604	214.54
LH	Broken out	322.51	321.46	-0.13	-0.33%	7.81	2.42%	306.89	12	$3,870	294.34
BSX	Broken out	51.03	50.82	-0.12	-0.41%	1.7	3.33%	47.63	58	$2,960	42.55
NOW	Broken out	128.68	127.89	-0.12	-0.61%	6.41	4.98%	115.86	15	$1,930	106.05
BDX	Broken out	180.22	179.79	-0.1	-0.24%	4.37	2.42%	171.48	22	$3,965	161.62

System 2 — 55-day breakout

Slower, higher-conviction system: enter on a close above the prior 55-day high; exit on a close below the prior 20-day low. "Near" = within ½N of the breakout level.

Showing the top 25 of 75 signals (sorted by distance to breakout).

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
TSCO	Broken out	36.02	34.87	-1	-3.19%	1.15	3.19%	33.72	86	$3,098	28.96
BX	Broken out	145.74	141.71	-0.88	-2.77%	4.59	3.15%	136.56	21	$3,061	119.88
PSX	Broken out	221.31	216.08	-0.79	-2.36%	6.66	3.01%	207.99	15	$3,320	194.2
FAST	Broken out	52.83	52.23	-0.47	-1.13%	1.26	2.39%	50.31	79	$4,173	44.06
MPC	Broken out	330.78	326.92	-0.37	-1.17%	10.48	3.17%	309.82	9	$2,977	290.36
MDT	Broken out	90.18	89.45	-0.33	-0.81%	2.18	2.42%	85.82	45	$4,058	78.97
VEEV	Broken out	238.7	236	-0.33	-1.13%	8.06	3.38%	222.58	12	$2,864	179.25
DXCM	Broken out	89.1	88.18	-0.31	-1.03%	3	3.37%	83.1	33	$2,940	69.79
LDOS	Broken out	142.41	141	-0.3	-0.99%	4.73	3.32%	132.95	21	$2,991	103.9
COO	Broken out	77.11	76.6	-0.28	-0.65%	1.8	2.33%	73.51	55	$4,241	68.37
TGT	Broken out	154.27	153.32	-0.23	-0.62%	4.11	2.66%	146.05	24	$3,702	132.55
UBER	Broken out	78.67	78.1	-0.22	-0.72%	2.6	3.3%	73.47	38	$2,989	65.41
GPC	Broken out	136.56	135.69	-0.21	-0.64%	4.09	3%	128.38	24	$3,277	109.5
CPAY	Broken out	407.96	405.95	-0.17	-0.49%	11.57	2.84%	384.82	8	$3,264	349.51
A	Broken out	149.46	148.82	-0.16	-0.42%	3.86	2.58%	141.74	25	$3,736	125
ETN	Broken out	460.4	457.78	-0.15	-0.57%	17.72	3.85%	424.96	5	$2,302	358.13
HAS	Broken out	97.38	97	-0.15	-0.39%	2.61	2.68%	92.16	38	$3,700	77.89
STE	Broken out	240.25	239.36	-0.14	-0.37%	6.44	2.68%	227.37	15	$3,604	207.68
LH	Broken out	322.51	321.46	-0.13	-0.33%	7.81	2.42%	306.89	12	$3,870	262.11
BDX	Broken out	180.22	179.79	-0.1	-0.24%	4.37	2.42%	171.48	22	$3,965	148.34
CTSH	Broken out	58.87	58.61	-0.1	-0.44%	2.5	4.25%	53.87	40	$2,355	41.58
CRL	Broken out	277.95	277.07	-0.09	-0.31%	9.95	3.58%	258.05	10	$2,779	213.4
VLO	Broken out	321.11	320.24	-0.08	-0.27%	11.08	3.45%	298.95	9	$2,890	287.34
XOM	Broken out	160.65	160.37	-0.07	-0.17%	3.82	2.38%	153.01	26	$4,177	142.03
COR	Broken out	329.38	328.99	-0.05	-0.12%	8.31	2.52%	312.76	12	$3,952	296.3

The Turtle Rules — how to trade these signals

Measure volatility first. N is the 20-day Average True Range — the stock's typical daily dollar move. Every other rule is expressed in N, so position size and risk automatically adapt to each stock's volatility.
Size positions in Units. One Unit risks 1% of your account per N of movement: shares = (1% of account) ÷ N. Enter your portfolio size in the Position sizing box above and the "Unit (shares)" and "Unit cost" columns show this for your account. A volatile stock gets fewer shares; a quiet one gets more — equal risk either way.
Enter on the breakout. System 1: buy when price breaks above the prior 20-day high. System 2: buy when price breaks above the prior 55-day high. Never anticipate — wait for the level to actually break.
Always use the 2N stop. Place a stop-loss 2N below your entry (the "2N stop" column). With Unit sizing, being stopped out costs about 2% of your account — a survivable loss, every time.
Pyramid winners, never losers. Add one Unit each time price moves ½N in your favor, up to a maximum of 4 Units per stock. After each add, raise the stop to 2N below your most recent entry.
Exit only at the channel low. System 1 exits on a close below the prior 10-day low; System 2 below the prior 20-day low (the "Exit" column). No profit targets — the big trends pay for all the small losses, and you must let them run.
Respect the portfolio limits. Max 4 Units in one stock, 6 Units in closely correlated stocks, and 12 Units in one direction overall. Diversification of breakouts is part of the system.

This scan is long-only. The original System 1 filter (skip the signal if the last S1 breakout was a winner) is omitted — it depends on your own trade history; System 2 signals are always taken. Losing streaks are normal: the system profits from a few large trends, not a high win rate.

Skipped symbols

2 symbol(s) could not be evaluated (fetch error, insufficient history, or unusable volatility):

FDXF (insufficient history), HONA (insufficient history)